It's not that cut and dried... I could find studies that say BC does (some listed below) or doesn't cause weight gain... but I also know quite a few people that gained weight (and I know some who didn't) and plenty of doctors who have seen it happen to multiple patients. It's not just coincidence. ALL (or even most) women might NOT gain weight from BCPs - but when it happens to you, then it doesn't matter if you're in the minority. It sucks.
Controversies in contraception. [Curr Opin Pediatr. 2008] - PubMed Result
Changes in blood pressure, BMI and ECG Patterns in...[J Coll Physicians Surg Pak. 2008] - PubMed Result
Effects of low-dose oral contraceptives on body we...[J Reprod Med. 2007] - PubMed Result